|
index_ret |
future_ret |
alpha_gain_from_index_future_hedge |
premium+_discount- |
premium_perleftday |
premium_yearly |
alpha_from_future_shorts |
future_last |
future_last_ytd |
future_cost |
index_price |
contract_deal_last_day |
deal_days_left_total |
hold_days |
| hedge_20240703_151503 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2405 |
-0.007600 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4868.368 |
20240517 |
0 |
150 |
| CFFEX.IM2406 |
-0.007600 |
- |
- |
- |
- |
- |
- |
- |
- |
6039.525 |
4868.368 |
20240621 |
0 |
150 |
| CFFEX.IM2407 |
-0.007600 |
-0.006497 |
-0.001103 |
-0.007429 |
-0.000571 |
-0.138297 |
-0.009752 |
4832.2 |
4863.8 |
5992.6 |
4868.368 |
20240719 |
13 |
150 |
| CFFEX.IM2409 |
-0.007600 |
-0.007186 |
-0.000414 |
-0.02378 |
-0.000425 |
-0.102762 |
- |
4752.6 |
4787.0 |
- |
4868.368 |
20240920 |
56 |
150 |
| CFFEX.IM2412 |
-0.007600 |
-0.006907 |
-0.000693 |
-0.043129 |
-0.00077 |
-0.186379 |
- |
4658.4 |
4690.8 |
- |
4868.368 |
20241220 |
116 |
150 |
| CFFEX.IC2405 |
-0.007307 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4913.312 |
20240517 |
0 |
150 |
| CFFEX.IC2406 |
-0.007307 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
4913.312 |
20240621 |
0 |
150 |
| CFFEX.IC2407 |
-0.007307 |
-0.009097 |
0.00179 |
-0.006821 |
-0.000525 |
-0.126969 |
- |
4879.8 |
4924.6 |
- |
4913.312 |
20240719 |
13 |
150 |
| CFFEX.IC2409 |
-0.007307 |
-0.009915 |
0.002608 |
-0.016346 |
-0.000292 |
-0.070637 |
- |
4833.0 |
4881.4 |
- |
4913.312 |
20240920 |
56 |
150 |
| CFFEX.IC2412 |
-0.007307 |
-0.009219 |
0.001913 |
-0.024487 |
-0.000437 |
-0.105819 |
- |
4793.0 |
4837.6 |
- |
4913.312 |
20241220 |
116 |
150 |
| CFFEX.IF2405 |
-0.001539 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3466.443 |
20240517 |
0 |
150 |
| CFFEX.IF2406 |
-0.001539 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3466.443 |
20240621 |
0 |
150 |
| CFFEX.IF2407 |
-0.001539 |
-0.001858 |
0.000319 |
-0.008148 |
-0.000627 |
-0.15167 |
- |
3438.2 |
3444.6 |
- |
3466.443 |
20240719 |
13 |
150 |
| CFFEX.IF2409 |
-0.001539 |
-0.001575 |
0.000036 |
-0.012302 |
-0.00022 |
-0.053161 |
- |
3423.8 |
3429.2 |
- |
3466.443 |
20240920 |
56 |
150 |
| CFFEX.IF2412 |
-0.001539 |
-0.00181 |
0.000271 |
-0.013629 |
-0.000243 |
-0.058895 |
- |
3419.2 |
3425.4 |
- |
3466.443 |
20241220 |
116 |
150 |
| CFFEX.IH2405 |
-0.000045 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2416.571 |
20240517 |
0 |
150 |
| CFFEX.IH2406 |
-0.000045 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2416.571 |
20240621 |
0 |
150 |
| CFFEX.IH2407 |
-0.000045 |
-0.000251 |
0.000207 |
-0.012899 |
-0.000992 |
-0.240117 |
- |
2385.4 |
2386.0 |
- |
2416.571 |
20240719 |
13 |
150 |
| CFFEX.IH2409 |
-0.000045 |
0.0 |
-0.000045 |
-0.015547 |
-0.000278 |
-0.067186 |
- |
2379.0 |
2379.0 |
- |
2416.571 |
20240920 |
56 |
150 |
| CFFEX.IH2412 |
-0.000045 |
-0.000168 |
0.000123 |
-0.014471 |
-0.000258 |
-0.062537 |
- |
2381.6 |
2382.0 |
- |
2416.571 |
20241220 |
116 |
150 |